Documents Market Risk Modelling By A.V. Vedpuriswar July 31, 2009.

Slide 1 Market Risk Modelling By A.V. Vedpuriswar July 31, 2009 Slide 2 1 Volatility Slide 3 2 Basics of volatility  Volatility is a huge issue in risk management. …

Documents Market Risk Modelling By A.V. Vedpuriswar

Market Risk Modelling By A.V. Vedpuriswar July 31, 2009 * Volatility * Basics of volatility Volatility is a huge issue in risk management. Volatility is a key parameter in…